All of the "Wages" values are different ways of describing the same set of money. They can be different in the four boxes because the laws that govern what is and what is not taxable differ for different purposes.
"Wages..." and "State wages..." are meant for income tax purposes for your federal and state tax returns, respectively. They are usually the same, but can differ in some uncommon cases. Just report the first on your federal tax return, and the second on your state return (if any).
"Social security wages" and "Medicare wages" account for the same payments to you (or on your behalf) as the others, but according to the laws governing two kinds of taxes that are different from your income taxes. The values for them may be different because different things are included or excluded as being taxable for them.
The taxes for Social security and Medicare are not usually reported on your income tax return; what has been withheld is normally exactly the amount that should have been, neither more nor less. The only exception I know of is that you can have had excess Social security tax withheld, but only in unusual cases where you had multiple employers during the year. In that case, see the IRS information about how to get the excess social security tax back.